On the distribution of the time-integral of the geometric Brownian motion (Q2237931)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the distribution of the time-integral of the geometric Brownian motion |
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On the distribution of the time-integral of the geometric Brownian motion (English)
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28 October 2021
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complex analysis
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asymptotic expansions
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numerical approximation
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Asian option pricing
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Black-Scholes model
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